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A note on unconditional properties of a parametrically guided Nadaraya-Watson estimator

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  • Glad, Ingrid K.

Abstract

Asymptotic properties of a semiparametric regression estimator proposed in Glad (1996) are derived, without conditioning on the predictor variables. The leading terms of unconditional asymptotic bias and variance are equal to those in the expressions obtained conditioned on the design in Glad (1996), while the unconditional approximations derived in this paper are of higher accuracy.

Suggested Citation

  • Glad, Ingrid K., 1998. "A note on unconditional properties of a parametrically guided Nadaraya-Watson estimator," Statistics & Probability Letters, Elsevier, vol. 37(1), pages 101-108, January.
    • Handle: RePEc:eee:stapro:v:37:y:1998:i:1:p:101-108
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    Cited by:

    1. T. Senga Kiessé & M. Rivoire, 2011. "Discrete semiparametric regression models with associated kernel and applications," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(4), pages 927-941.
    2. Sam, Abdoul G. & Ker, Alan P., 2006. "Nonparametric regression under alternative data environments," Statistics & Probability Letters, Elsevier, vol. 76(10), pages 1037-1046, May.

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